{"product_id":"9798868820588","title":"Advanced Quantitative Finance with Modern C++: Interest Rate Modeling and Advanced Derivatives","description":"\u003ch1\u003eAdvanced Quantitative Finance with Modern C++: Interest Rate Modeling and Advanced Derivatives\u003c\/h1\u003e \u003ch2\u003eDe La Rosa, Aaron\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003eFrom the elegance of the Black–Scholes equation to the complexity of multi-factor interest rate models and hybrid derivatives, this book is your comprehensive guide to quantitative finance, complete with 15+ advanced C++ projects using QuantLib and Boost.\u003c\/p\u003e\n\u003cp\u003eYou’ll move seamlessly from mathematical foundations to real-world implementation, building a professional-grade toolkit for pricing, risk analysis, and calibration. Inside, you will learn core option pricing methods, master single-and multi-factor interest rate models, and construct and calibrate trees and lattices for advanced derivatives. You will also explore cutting edge products: exotic multi-asset options, hybrid derivatives, credit instruments, and cross-currency swaps.\u003c\/p\u003e\n\u003cp\u003ePacked with practical source code, step-by-step calibrations, and performance-tuned Boost integration, this book bridges the gap between academic finance and production-grade quant development. Whether you’re a quant developer, financial engineer, or an advanced student, you’ll gain the skills to design, implement, and deploy derivatives pricing models ready for the trading floor.\u003c\/p\u003e\n\u003cp\u003e\u003cstrong\u003eWhat You Will Learn\u003c\/strong\u003e\u003c\/p\u003e\n\u003cul\u003e\n\u003cli\u003eUnderstand the mathematics behind Black–Scholes, Vasicek, Hull–White, CIR, BDT, Black–Karasinski, and other core models.\u003c\/li\u003e\n\u003cli\u003eApply finite difference schemes, trinomial trees, and Monte Carlo simulations for derivative pricing.\u003c\/li\u003e\n\u003cli\u003eBuild and value swaps, swaptions, FRAs, bonds, callable\/convertible debt, and multi-curve term structures.\u003c\/li\u003e\n\u003cli\u003eImplement barrier, multi-asset, hybrid, and structured products in C++.\u003c\/li\u003e\n\u003cli\u003eModel credit default swaps, cross-currency swaps, and total return structures.\u003c\/li\u003e\n\u003cli\u003eUse QuantLib and Boost to create production-grade pricing engines and calibration tools.\u003c\/li\u003e\n\u003cli\u003eEmploy Gaussian models, market models, and global optimizers for fitting market data.\u003c\/li\u003e\n\u003cli\u003eIntegrate code into professional workflows, ensuring speed, accuracy, and maintainability.\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cp\u003e\u003cstrong\u003eWho This Book is for:\u003c\/strong\u003e\u003c\/p\u003e\n\u003cp\u003eQuantitative developers, financial engineers, traders, analysts, and graduates students using C++, QuantLib, Boost, and robust tools to price, hedge, and manage risk for complex financial instruments—and for software engineers aiming to bridge theory and industry practice in quantitative finance.\u003c\/p\u003e\n\u003cp\u003eOptional prerequisite: Mastering Quantitative Finance with Modern C++: Foundations, Derivatives, and Computational Methods, for readers who want to build a solid foundation before tackling the advanced models and projects in this book.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Apress\u003c\/p\u003e \u003cp\u003ePublication Date: 2026-01-03\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9798868820588\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/979-8-8688-2059-5\u003c\/p\u003e \u003cp\u003eDimensions: 254cm x178cm\u003c\/p\u003e \u003cp\u003ePages: 1051\u003c\/p\u003e ","brand":"Apress","offers":[{"title":"Default Title","offer_id":44422142886028,"sku":"9798868820588","price":67.49,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9798868820588.jpg?v=1779654179","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9798868820588","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}